+173.0%
MTB vs ALLY
+178.4%
-5.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.2% |
| 7D | +2.8% | +1.0% | +1.7% | +2.2% |
| 30D | -4.2% | -3.3% | -0.9% | -2.5% |
| 3M | +7.8% | +0.5% | +7.3% | +7.2% |
| 6M | +14.8% | +12.6% | +2.2% | +6.9% |
| YTD | +20.8% | -4.7% | +25.5% | +22.7% |
| 1Y | +23.1% | +5.2% | +17.9% | +18.0% |
| 3Y | +114.8% | +66.5% | +48.3% | +55.2% |
| 5Y | +103.3% | +0.2% | +103.0% | +83.9% |
| 10Y | +173.0% | +180.8% | -7.8% | +30.9% |
| All | +173.0% | +178.4% | -5.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling